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Re[2]: [amibroker] Placing orders for only the highest scored tickers

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No, if i understand the PositionScore correctly it won't.


The PositionScore assumes all signals are available at the same time and then simply picks the top scores. But my signals aren't all traded and aren't known at the start of the day, they are scattered in real-time over the entire trading day. Using the PS I would have to place all 100 order-sets and this is what i want to get away from. 


herman


 


Monday, April 16, 2007, 11:02:29 AM, you wrote:


>

Positionscore will do it for you.

 

d



From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman

Sent: Monday, April 16, 2007 10:39 AM

To: _AmiBroker

Subject: [amibroker] Placing orders for only the highest scored tickers


I have a portfolio system that trades n tickers from a N100 WatchList, however the trades are intraday LMT orders and I cannot know beforehand which tickers will give me a trade. 


To prevent me from having to place 100 sets of orders I want to only place orders for the n top-scored tickers. The score would rank my tickers on probability of getting a trade based on past performance. This may cause me to trade a partial portfolio at times but that is OK.


Would anybody know how to go about this in a simple way, i.e without resorting to OLE or the custom Backtester?


herman















 
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